+199.3%
CCJ vs BAM
+81.2%
+118.1%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BAM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.2% | -1.7% | -1.6% |
| 7D | -0.8% | -2.7% | +1.9% | +0.5% |
| 30D | -13.2% | +15.5% | -28.7% | -19.4% |
| 3M | -27.6% | -6.9% | -20.8% | -25.4% |
| 6M | -38.7% | +9.9% | -48.6% | -41.9% |
| YTD | -22.7% | +1.4% | -24.1% | -24.4% |
| 1Y | -17.6% | +3.3% | -20.8% | -20.1% |
| 3Y | +62.7% | +83.6% | -20.9% | +24.9% |
| All | +199.3% | +81.2% | +118.1% | +131.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAM.
Daily Out/Under-Performance
Portfolio return minus BAM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded BAM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling